Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47677.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46283.06 Kr¶

PnL: ---------------------------------------> -605.51 Kr¶

DD now: ---------------------------------> -1.957 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 13:00:28.236712'

Anic Portfolio¶

Today¶

Return: 0.769 %¶

This Week¶

Return: 0.304 %¶

Total¶

Return: 56.085 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.880000 3203.200000 232.200000 7.820000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 0.400000 3440.000000 63.000000 1.870000 3377.000000
Corem Property Group B 59 0.390000 613.600000 36.600000 6.340000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.590000 384.200000 29.200000 8.230000 355.000000
Resurs Holding 22 4.470000 602.140000 28.140000 4.900000 573.999998
AcadeMedia 12 0.580000 582.720000 25.720000 4.620000 557.000004
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
HMS Networks 2 -0.170000 685.200000 12.200000 1.810000 673.000000
Intrum 4 0.260000 537.600000 10.600000 2.010000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Boozt 12 2.290000 1662.000000 8.000000 0.480000 1653.999996
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Essity B 2 0.510000 574.100000 0.100000 0.020000 574.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.200000 241.680000 -4.320000 -1.760000 246.000000
Securitas B 6 0.060000 564.120000 -5.880000 -1.030000 570.000000
Nordea Bank Abp 29 0.760000 3446.940000 -7.060000 -0.200000 3453.999992
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
CTEK 13 1.010000 522.600000 -11.400000 -2.130000 533.999999
Midsona B 63 0.920000 553.140000 -29.860000 -5.120000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Axfood 13 -0.180000 3634.800000 -121.200000 -3.230000 3756.000001
OX2 18 2.210000 1458.000000 -206.000000 -12.380000 1663.999992
Fasadgruppen Group 35 0.100000 3416.000000 -395.000000 -10.360000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46290.070000 -598.500000 -1.94304% 46888.564618

Updated:¶

'2023-01-20 12:59:43.196977'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶